+249.3%
HL vs STRL
+2,102.6%
-1,853.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +0.4% | +8.2% | -7.8% | -1.4% |
| 30D | +18.8% | -6.3% | +25.1% | +20.3% |
| 3M | +43.7% | -41.2% | +84.9% | +58.9% |
| 6M | -1.0% | +20.4% | -21.4% | -10.4% |
| YTD | +8.7% | +61.7% | -53.0% | -8.4% |
| 1Y | +105.0% | +72.7% | +32.3% | +67.7% |
| 3Y | +427.3% | +530.9% | -103.6% | +189.3% |
| 5Y | +249.3% | +2,125.4% | -1,876.1% | +17.8% |
| All | +249.3% | +2,102.6% | -1,853.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling